+5.6%
XYL vs PENG
+184.4%
-178.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -2.9% |
| 7D | +5.9% | -19.4% | +25.3% | +6.8% |
| 30D | -3.9% | -42.4% | +38.5% | -1.0% |
| 3M | -18.7% | -25.6% | +7.0% | -18.4% |
| 6M | -16.9% | +7.3% | -24.2% | -22.6% |
| YTD | -27.4% | +113.9% | -141.2% | -39.4% |
| 1Y | -34.0% | +93.6% | -127.6% | -44.3% |
| 3Y | +5.6% | +170.2% | -164.6% | -19.6% |
| All | +5.6% | +184.4% | -178.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling